-67.4%
ETSY vs PBF
+419.4%
-486.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PBF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.4% | +0.8% |
| 7D | -1.0% | +6.5% | -7.5% | -1.2% |
| 30D | +7.3% | -20.0% | +27.3% | +7.8% |
| 3M | +10.3% | -3.3% | +13.7% | +10.2% |
| 6M | +55.1% | +76.8% | -21.8% | +51.1% |
| YTD | +60.5% | +168.9% | -108.4% | +52.1% |
| 1Y | +52.2% | +96.4% | -44.2% | +46.6% |
| 3Y | +40.8% | +77.2% | -36.4% | +32.7% |
| All | -67.4% | +419.4% | -486.8% | -69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PBF.
Daily Out/Under-Performance
Portfolio return minus PBF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PBF return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded PBF wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling